-88.4%
MSTU vs MOH
-43.3%
-45.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.2% | -10.0% | -6.0% |
| 7D | -22.0% | -1.3% | -20.7% | -22.3% |
| 30D | +60.3% | +3.0% | +57.4% | +62.1% |
| 3M | -3.7% | +1.2% | -4.9% | -2.3% |
| 6M | -45.2% | +41.7% | -86.9% | -40.2% |
| YTD | -64.3% | +15.4% | -79.7% | -62.2% |
| 1Y | -94.0% | +11.8% | -105.8% | -93.7% |
| All | -88.4% | -43.3% | -45.1% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling